Best-possible bounds on the set of copulas with a given value of Gini's gamma
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866910781921034240 |
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| author | Úbeda-Flores, Manuel |
| author_facet | Úbeda-Flores, Manuel |
| contents | In this note, pointwise best-possible (lower and upper) bounds on the set of copulas with a given value of the Gini's gamma coefficient are established. It is shown that, unlike the best-possible bounds on the set of copulas with a given value of other known measures such as Kendall's tau, Spearman's rho or Blomqvist's beta, the bounds found are not necessarily copulas, but proper quasi-copulas. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_06915 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Best-possible bounds on the set of copulas with a given value of Gini's gamma Úbeda-Flores, Manuel Statistics Theory Probability 62H05 In this note, pointwise best-possible (lower and upper) bounds on the set of copulas with a given value of the Gini's gamma coefficient are established. It is shown that, unlike the best-possible bounds on the set of copulas with a given value of other known measures such as Kendall's tau, Spearman's rho or Blomqvist's beta, the bounds found are not necessarily copulas, but proper quasi-copulas. |
| title | Best-possible bounds on the set of copulas with a given value of Gini's gamma |
| topic | Statistics Theory Probability 62H05 |
| url | https://arxiv.org/abs/2501.06915 |